-4.6%
STM vs IRM
+187.5%
-192.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +12.0% | +6.8% | +5.2% | +7.9% |
| 30D | -0.4% | +2.6% | -3.0% | -1.2% |
| 3M | -13.2% | -9.5% | -3.7% | -7.6% |
| 6M | -26.1% | -8.5% | -17.6% | -21.7% |
| YTD | +81.2% | +40.3% | +40.9% | +53.5% |
| 1Y | +98.3% | +28.7% | +69.6% | +75.3% |
| 3Y | +16.7% | +111.8% | -95.1% | -27.1% |
| All | -4.6% | +187.5% | -192.0% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling